VOCALOID is a voice synthesizing software released in 2004 and developed by Yamaha Corporation. You make a melody and type lyrics/'speech' and it sings for you!
Vocaloid is both the name of the program, and the term used for the avatars each voicebank is released as (avatars as in the singer, like Miku)
there are a lot of other vocal synthesizers out there by different names with their own voicebanks. sometimes they can get tossed under the name vocaloid which can be confusing lol (umbrella term you can use is just vocal synth. that's what they all are). this page is mostly for yamaha's vocaloid software specifically, but I love all vocal synths